FVAL Options History — November 2024 In November 2024, FVAL traded between $60.58 and $64.22. ATM implied volatility averaged 20.1%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 6.0% (HV 20d: 14.1%). Max pain ranged from $56.00 to $61.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-14 : Highest Volume — 2 contracts2024-11-13 : Largest IV drop — 57.6% change2024-11-12 : Highest IV Rank — 72.2%2024-11-01 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $62.86 $60.58 $64.22 $60.75 $64.22 Max Pain $60.75 $56.00 $61.00 $56.00 $61.00 ATM IV 20.1% 14.8% 34.8% 22.0% 16.7% Expected Move 4.4% 3.2% 6.3% 6.3% 4.8% HV 20d 14.1% 10.0% 15.3% 10.4% 13.8% HV 60d 11.9% 10.8% 12.4% 10.8% 11.6% IV Rank 33.8% 19.8% 72.2% 38.7% 24.8% IV Percentile 52.5% 12.7% 96.4% 85.3% 40.9% Term Structure -2.0% -8.3% 4.1% -8.3% -3.9% Skew 25d -0.5% -6.8% 1.5% 1.5% 1.1% Skew 10d 5.9% -7.0% 11.9% 2.5% -4.6% Call IV 25d 16.5% 14.4% 24.5% 24.5% 18.6% Put IV 25d 16.0% 9.8% 26.0% 26.0% 19.7% Bid-Ask Spread % 154.10 144.25 160.06 145.80 159.44 Gamma HHI 0.53 0.28 0.60 0.54 0.50 Net GEX -242 -767 552 -531 11 Net DEX -5.2K -9.9K -1.7K -2.7K -4.0K Net VEX -19 -28 -13 -28 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.15 0 2 0 0 Total OI 3.2 2 6 4 2
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-11-01 $60.75 $56.00 22.0% 6.3% 10.4% 38.7% 0.0% 1.5% -8.3% -531 -2.7K -28 0.00 145.80 N/A N/A 0 0 2 2 2024-11-04 $60.58 $61.00 25.1% 3.3% 10.0% 47.0% 0.0% -0.1% 3.4% -651 -1.7K -27 0.00 144.25 N/A N/A 0 0 2 2 2024-11-05 $61.09 $61.00 25.1% 3.2% 10.2% 46.8% 0.0% 0.5% 4.1% -767 -2.9K -26 0.00 145.72 N/A N/A 0 0 2 2 2024-11-06 $63.10 $61.00 22.7% 4.1% 15.2% 40.7% 0.0% 0.2% -0.1% -455 -7.9K -22 0.00 152.79 N/A N/A 0 0 2 2 2024-11-07 $63.47 $61.00 25.3% 4.2% 15.3% 47.3% 0.0% 0.8% -2.3% -378 -8.5K -20 0.00 155.89 N/A N/A 1 0 2 2 2024-11-08 $63.38 $61.00 26.0% 4.3% 15.0% 49.1% 0.0% 0.4% -2.1% -408 -8.4K -20 0.00 156.54 N/A N/A 0 0 2 2 2024-11-11 $63.49 $61.00 34.8% 4.6% 14.9% 72.0% 0.0% 1.2% -3.2% -377 -8.7K -18 0.00 156.26 N/A N/A 0 0 2 2 2024-11-12 $63.30 $61.00 34.8% 4.2% 14.5% 72.2% 0.0% 1.0% -1.7% -423 -8.6K -18 0.00 154.24 N/A N/A 0 0 2 2 2024-11-13 $63.33 $61.00 14.8% 4.2% 14.3% 19.8% 0.0% 0.9% -2.4% -414 -8.7K -18 0.00 155.21 N/A N/A 0 0 2 2 2024-11-14 $63.01 $61.00 14.8% 4.3% 14.5% 20.0% 0.0% -0.0% -1.3% -488 -8.1K -18 0.00 154.62 N/A N/A 2 0 2 2 2024-11-15 $62.23 $61.00 15.0% 4.3% 15.2% 20.5% 0.0% -0.8% -0.2% 552 -9.9K -20 0.00 152.10 N/A N/A 0 0 4 2 2024-11-18 $62.52 $61.00 15.0% 4.3% 15.2% 20.5% 0.0% -2.1% -1.8% -110 -2.3K -18 0.00 154.93 N/A N/A 0 0 1 1 2024-11-19 $62.62 $61.00 15.1% 4.3% 15.2% 20.7% 0.0% -2.3% -2.4% -131 -2.4K -17 0.00 153.11 N/A N/A 0 0 1 1 2024-11-20 $62.48 $61.00 15.9% 4.6% 14.5% 22.9% 0.0% -2.5% -2.0% -124 -2.2K -18 0.00 153.04 N/A N/A 0 0 1 1 2024-11-21 $63.05 $61.00 15.2% 4.4% 14.8% 21.0% 0.0% -6.8% -2.7% -62 -2.6K -17 0.00 153.80 N/A N/A 0 0 1 1 2024-11-22 $63.26 $61.00 15.7% 4.5% 14.8% 22.4% 0.0% 0.6% -2.2% -29 -3.3K -15 0.00 157.05 N/A N/A 0 0 1 1 2024-11-25 $63.73 $61.00 15.8% 4.5% 14.9% 22.4% 0.0% -1.7% -3.2% -20 -3.6K -14 0.00 157.80 N/A N/A 0 0 1 1 2024-11-26 $63.88 $61.00 16.1% 4.6% 14.8% 23.3% 0.0% 0.4% -3.4% -8 -3.7K -14 0.00 160.06 N/A N/A 0 0 1 1 2024-11-27 $63.76 $61.00 16.6% 4.8% 14.9% 24.7% 0.0% -1.6% -4.2% -17 -3.5K -14 0.00 159.29 N/A N/A 0 0 1 1 2024-11-29 $64.22 $61.00 16.7% 4.8% 13.8% 24.8% 0.0% 1.1% -3.9% 11 -4.0K -13 0.00 159.44 N/A N/A 0 0 1 1
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